+173.5%
FN vs VEU
+45.1%
+128.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.2% | +11.5% | +11.4% |
| 7D | 0.0% | -1.6% | +1.6% | +2.7% |
| 30D | -34.3% | -4.3% | -30.0% | -29.3% |
| 3M | -39.9% | -5.8% | -34.0% | -33.4% |
| 6M | -51.8% | -4.4% | -47.5% | -47.1% |
| YTD | -28.1% | +8.7% | -36.8% | -33.2% |
| 1Y | -29.1% | +12.6% | -41.7% | -36.7% |
| 3Y | +102.4% | +65.2% | +37.2% | +15.4% |
| All | +173.5% | +45.1% | +128.4% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling